Cannon Capital Management, Inc.
SEC Form 13F institutional filer · CIK 0002100130
13F-HR · 19 reported holdings · 2026-03-31
Reported long-US-equity value
$0.10B
Top-10 concentration
93.5%
Cannon Capital Management, Inc. — $101M AUM allocation strategy
Cannon Capital Management, Inc. files SEC Form 13F and reports $101M of long US equity value across 19 reported holdings for 2026-03-31.
Its largest sector bet is Financials 48.2%, followed by Information Technology 4.6% and Communication Services 3.4%.
The top 10 holdings account for 93% of reported value — a conviction-weighted book concentrated in its best ideas. The sector and industry splits below are of the same reported value. Track quarter-over-quarter adds, trims, new positions and exits below — sourced from SEC 13F filings, public domain.
Cannon Capital Management, Inc. — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$101M
total across 19 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
93% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$GS +30.5K sh · +$3.08M+$IVV +12.3K sh · +$1.82M+$QQQ +2.2K sh · +$165K
Biggest trims (shares)
−$DIS −7.09K sh · −$914K−$SCHW −3.25K sh · +$5.37K−$SPGI −430 sh · −$237K
Exited to nil (held last quarter, gone now)
None this quarter
Sector allocation (share of reported value)
each slice is a share of the reported long-US-equity value — smaller sectors and the rest of the book roll into “Other holdings”
Qtr shift = share-point change vs the prior quarter's filing — first period tracked for this filer; the column fills in with the next quarterly refresh.
Industry allocation (share of reported value)
- Investment Banking & Brokerage43.7%—
- Interactive Media & Services2.8%—
- Diversified Banks2.6%—
- Semiconductors2.3%—
- Broadline Retail1.8%—
- Systems Software1.5%—
- Financial Exchanges & Data1.0%—
- Transaction & Payment Processing Services0.9%—
- Other holdings43.4%—
the finer GICS cut of the same book — same denominator — smaller industries roll into “Other holdings”
Qtr shift = share-point change vs the prior quarter's filing — first period tracked for this filer; the column fills in with the next quarterly refresh.
Top S&P 500 holdings
7 of 7 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $SCHW | Charles Schwab Corporation | 968K | $29.7M | -3.25K | 29.5% |
| $GS | Goldman Sachs Group Inc | 143K | $14.4M | +30.5K | 14.2% |
| $JPM | JP Morgan Chase & Co | 8.91K | $2.62M | +417 | 2.6% |
| $GOOGL | Alphabet Inc | 8.56K | $2.46M | +338 | 2.4% |
| $NVDA | NVIDIA Corporation | 13K | $2.27M | +874 | 2.3% |
| $AMZN | Amazon.com Inc | 8.65K | $1.8M | +1.33K | 1.8% |
| $MSFT | Microsoft Corporation | 4.18K | $1.55M | +810 | 1.5% |
…and 12 more holdings in the full 13F filing (top positions only shown).
SEC Form 13F data sets · public domain · 45-day filing lag · >$100M AUM managers · as reported
← All 13F filers·← QuantOrb.pro
How to read Δ QoQ — the five insight categories, and the caveats
The categories. Analysts, quants and retail traders look past total portfolio value to isolate actionable signals. Five categories matter.
Conviction & concentration shifts
New positions vs complete exits — a brand-new stock signals high conviction; a full liquidation suggests a broken thesis or tax-loss harvesting. Aggressive sizing — look at share count, not dollars: a 20% share increase during a drawdown is strong dip-buying. Concentration — a narrowing top-5/10 means conviction; spreading capital across more names means hedging.
Sector & macro allocation rotations
Aggregating Δ QoQ moves across sectors shows where smart money is leaning in or sneaking out — rotating out of growth into defensives or energy, for example. The fund's total long equity exposure quarter-over-quarter is a proxy for overall institutional risk appetite.
Crowding & smart-money consensus
When several managers initiate or expand the same stock in the same quarter, that is institutional consensus. Contrarian reads: top pickers buying hard into a beaten-down name the market is selling.
Derivative & option overlays
Reported call/put changes indicate whether managers are adding downside hedges or leveraging upside exposure. Note: a long increase may be half of a market-neutral pair trade.
Who reads this
| Retail "cloners" | High-conviction ideas to replicate ~45 days after quarter-end. |
| Corporate IR | Which funds bought or dumped the stock, before the next call. |
| Quant / algo traders | Cross-sectional factor inputs: flow, momentum, ownership. |
Four caveats before you trade on it
- 45-day lag — holdings are quarter-end; positions may already be closed.
- Long-only — 13Fs miss shorts, pair trades and cash.
- No non-US / fixed income — the picture is US equities plus options.
- Corporate actions — splits and spinoffs distort raw share deltas.
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